Abstract
We show that bilinear variational estimates of Do, Muscalu, and Thiele [7] remain valid for a pair of general martingales with respect to the same filtration. Our result can also be viewed as an off-diagonal generalization of the Burkholder–Davis–Gundy inequality for martingale rough paths by Chevyrev and Friz [4].
Citation
Vjekoslav Kovač. Pavel Zorin-Kranich. "Variational estimates for martingale paraproducts." Electron. Commun. Probab. 24 1 - 14, 2019. https://doi.org/10.1214/19-ECP257
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